+515.0%
STRL vs CAH
+194.6%
+320.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.3% | +5.8% |
| 7D | +3.4% | +5.4% | -2.0% | +3.2% |
| 30D | -9.2% | +3.3% | -12.6% | -9.4% |
| 3M | -51.0% | +22.8% | -73.8% | -51.7% |
| 6M | +15.8% | +11.3% | +4.5% | +15.5% |
| YTD | +58.9% | +21.1% | +37.7% | +57.2% |
| 1Y | +68.5% | +67.2% | +1.3% | +60.1% |
| All | +515.0% | +194.6% | +320.5% | +443.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling